Nashville had a 5-on-3 advantage for 1:34 spanning the second and third periods. Lyon robbed Stamkos with the shaft of his stick late in the second period, but Stamkos made it 2-2 at 32 seconds of the third with a power-play goal.
Copp broke the tie for a 3-2 lead at 3:39, deflecting in Joe Veleno's pass with his skate.
Edvinsson scored an empty-net goal to make it 4-2 at 18:43, and Copp got his second of the game at 19:18 with Saros still on the bench for an extra attacker.
"It's extremely frustrating," Nashville forward Ryan O'Reilly said. "… It's the little mistakes that are killing us. It's giveaways or losing face-offs, those are the kinds of things that are making the difference right now that has to be better."
NOTES: Nashville began the 2002-03 season with four straight losses followed by a tie and began that season seven games without a win. … Stamkos scored his 24th goal against the Red Wings, tying him with Alex Ovechkin of the Washington Capitals for the lead among active players. It was also his 215th power-play goal, tying Joe Nieuwendyk for 13th place all-time. … Red Wings general manager Steve Yzerman became the sixth person in NHL history with at least 1,000 games as a GM and 1,000 games as a player, joining Bobby Clarke, Bob Gainey, Bob Murray, Bob Pulford and Doug Wilson.